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作者：KNEIP, A
摘要：This paper deals with the following approach for estimating the mean mu of an n-dimensional random vector Y: first, a family S of n x n matrices is specified. Then, an element S is an element of S is selected by Mallows C-L, and mu = S.Y. The case is considered that S is an ''ordered linear smoother'' according to some easily interpretable, qualitative conditions. Examples include linear smoothing procedures in nonparametric regression (as, e.g., smoothing splines, minimax spline smoothers and...
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作者：SRIVASTAVA, MS; WU, YH
作者单位：Stanford University
摘要：In this paper, a dynamic sampling plan in the Shiryayev-Roberts procedure is considered. It is shown that a two-rate dynamic sampling plan is optimal in the sense that it minimizes the stationary average delay time (SADT). Analytical results as well as numerical comparisons show that it is significantly superior to the fixed sampling plan. The comparison also shows that it is as powerful as the dynamic sampling procedure of Assaf and Ritov. The generalizations to the fastinitial response and t...
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作者：DETTE, H
作者单位：University of Gottingen
摘要：In the polynomial regression model of degree m is an element of N we consider the problem of determining a design for the identification of the correct degree of the underlying regression. We propose a new optimality criterion which minimizes a weighted p-mean of the variances of the least squares estimators for the coefficients of x(l) in the polynomial regression models of degree l = 1,..., m. The theory of canonical moments is used to determine the optimal designs with respect to the propos...
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作者：BUJA, A
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作者：HASTIE, T
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作者：MCKEAGUE, IW; ZHANG, MJ
作者单位：Medical College of Wisconsin
摘要：A new approach to the problem of identifying a nonlinear time series model is considered, we argue that cumulative lagged conditional mean and variance functions are the appropriate 'signatures' of a nonlinear time series for the purpose of model identification, being analogous to cumulative distribution functions or cumulative hazard functions in iid models. We introduce estimators of the cumulative lagged conditional mean and variance functions and study their asymptotic properties. A goodne...
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作者：MENG, XL
摘要：The fundamental result on the rate of convergence of the EM algorithm has proven to be theoretically valuable and practically useful. Here, this result is generalized to the ECM algorithm, a more flexible and applicable iterative algorithm proposed recently by Meng and Rubin. Results on the rate of convergence of variations of ECM are also presented. An example is given to show that intuitions accurate for complete-data iterative algorithms may not be trustworthy in the presence of missing data.
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作者：GEYER, CJ
作者单位：University of Chicago
摘要：Limit theorems for an M-estimate constrained to lie in a closed subset of R(d), given under two different sets of regularity conditions. A consistent sequence of global optimizers converges under Chernoff regularity of the parameter set. A root n-consistent sequence of local optimizers converges under Clarke regularity of the parameter set. In either case the asymptotic distribution is a projection of a normal random vector on the tangent cone of the parameter set at the true parameter value. ...
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作者：SADROLHEFAZI, A; FINE, TL
作者单位：Cornell University
摘要：We consider the relationship between the finite-dimensional distributions of a stationary time series model and its asymptotic behavior in the framework of interval-valued probability (IVP), a simple generalization of additive probability measures. By Caratheodory's theorem, the specification of a countably additive probability measure on the algebra of cylinders C uniquely defines its behavior on sigma(C) (containing the tail events). If the measure is stationary, then the ergodic theorem ind...
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作者：BARLEV, SK; ENIS, P; LETAC, G
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY; Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：Let K = (K-lambda: lambda is an element of Lambda) be a family of sampling distributions for the data x on a sample space X which is indexed by a parameter lambda is an element of Lambda, and let F be a family of priors on Lambda. Then F is said to be conjugate for K if it is closed under sampling, that is, if the posterior distributions of lambda given the data x belong to F for almost all x. In this paper, we set up a framework for the study of what we term the dual problem: for a given fami...
